+1,679.2%
MPWR vs CBOE
+385.3%
+1,293.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -12.8% | +2.7% | -15.5% | -13.5% |
| 3M | -21.3% | +0.7% | -22.0% | -21.7% |
| 6M | +13.7% | -2.0% | +15.7% | +13.0% |
| YTD | +33.3% | +17.1% | +16.1% | +25.8% |
| 1Y | +41.3% | +26.5% | +14.8% | +29.9% |
| 3Y | +145.8% | +96.1% | +49.7% | +81.7% |
| 5Y | +155.6% | +149.3% | +6.3% | +67.2% |
| 10Y | +1,679.2% | +386.5% | +1,292.7% | +881.5% |
| All | +1,679.2% | +385.3% | +1,293.9% | +881.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling